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Trading using Random Forest model

Random Forest model that makes use of price and sentiment to predict if the short term future return will be positive or not.

1 response

Try https://www.quantopian.com/posts/record-pnl-per-stock to chart/visualize high and low points for each (can work because only seeing four stocks traded so far and that's fine, forests start as groves). You could inject some diagnostics into that code when pnl is below a certain percentage perhaps.